用Python/SciPy实现的卡尔曼滤波算法 将该算法用Matlab语言重新写了一遍的源代码

kalman滤波算法，修改自http://www.scipy.org/Cookbook/KalmanFiltering- Kalman filter in Matlab This code is modified from Andrew D. Straw s Python implementation of Kalman filter algorithm. The original code is here: http://www.scipy.org/Cook